摘要
VaR模型是金融风险度量中一个常用的工具,近年来在银行、证劵及金融监管机构得到广泛的认可和应用,本文从研究VaR模型的操作方法入手,分析了VaR模型在金融风险管理中的影响及其存在的不足,并进行了实证研究.
VaR model is a commonly used tool in financial risk measures,in recent years,it was widely accepted and applicated.In this paper,operation methods of VaR model was introduced,the influences and deficiencies of the VaR model in financial risk management was analysed,the empirical research was carried on.
出处
《兰州文理学院学报（自然科学版）》
2014年第2期16-19,共4页
Journal of Lanzhou University of Arts and Science(Natural Sciences)
关键词
VAR模型
参数估计
金融风险管理
Value at Risk(VaR)model
parameter estimation
financial risk management
